Co-author Network
Co-researcher Network
sample of publications
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articles
- Energy forecast for a cogeneration system using dynamic factor models. Computers & Industrial Engineering. 197. 2024
- Clustering and forecasting of day-ahead electricity supply curves using a market-based distance. International Journal of Electrical Power and Energy Systems. 158. 2024
- Clustering Electricity Consumers: Challenges and Applications for Operating Smart Grids. IEEE Power & Energy Magazine. 20:54-63. 2022
- Cophenetic-based fuzzy clustering of time series by linear dependency. INTERNATIONAL JOURNAL OF APPROXIMATE REASONING. 137:114-136. 2021
- A Single Scalable LSTM Model for Short-Term Forecasting of Massive Electricity Time Series. Energies. 13:5328. 2020
- Adaptive EWMA-S2 control charts with adaptive smoothing parameter. Quality Engineering. 33:100-112. 2020
- A robust procedure to build dynamic factor models with cluster structure. Journal of Econometrics. 216:35-52. 2020
- Hierarchical clustering for smart meter electricity loads based on quantile autocovariances. IEEE Transactions on Smart Grid. 11:4522-4530. 2020
- Clustering time series by linear dependency. STATISTICS AND COMPUTING. 29:655-676. 2019
- D-trace estimation of a precision matrix using adaptive Lasso penalties. Advances in Data Analysis and Classification. 12:425-447. 2018
- Forecasting financial short time series. Electronic Journal of Applied Statistical Analysis. 11:42-57. 2018
- Bias correction for time series factor models. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION. 88:1576-1602. 2018
- Adaptive EWMA control charts with time-varying smoothing parameter. INTERNATIONAL JOURNAL OF ADVANCED MANUFACTURING TECHNOLOGY. 93:3847-3858. 2017
- Improving the Graphical Lasso Estimation for the Precision Matrix Through Roots of the Sample Covariance Matrix. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS. 26:865-872. 2017
- Fuzzy clustering of time series using extremes. FUZZY SETS AND SYSTEMS. 318:56-79. 2017
- Electricity price forecasting by averaging dynamic factor models. Energies. 9:1-21. 2016
- Clustering seasonal time series using extreme value analysis: an application to Spanish temperature time series. Communications in Statistics - Case Studies and Data Analysis. 1:175-191. 2016
- Wavelet-Based Clustering of Sea Level Records. Mathematical Geosciences. 48:149-162. 2016
- Wavelets-based clustering of air quality monitoring sites. ENVIRONMENTAL MONITORING AND ASSESSMENT. 187. 2015
- Forecasting mortality rates: Mexico 2001-2010. Communications in Statistics - Case Studies and Data Analysis. 1:22-38. 2015
- Robust functional supervised classification for time series. JOURNAL OF CLASSIFICATION. 31:325-350. 2014
- Overview of object oriented data analysis. BIOMETRICAL JOURNAL. 56:732-753. 2014
- Rejoinder to the discussion of: Overview of object-oriented data analysis. BIOMETRICAL JOURNAL. 56:790-791. 2014
- Comparing generalized Pareto models fitted to extreme observations: an application to the largest temperatures in Spain. STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT. 28:1221-1233. 2014
- Discriminant analysis of multivariate time series: application to diagnosis based on ECG signals. COMPUTATIONAL STATISTICS & DATA ANALYSIS. 70:67-87. 2014
- A single-index model procedure for interpolation intervals in time series. COMPUTATIONAL STATISTICS. 28:1463-1484. 2013
- Extreme-based clustering of environmental time series. Boletin de Estadistica e Investigacion Operativa (Boletin de Estadistica e Investigacion Operativa). 29:92-102. 2013
- Prediccion de clusters de series temporales demográficas. MedULA. 22:25-28. 2013
- Trends in ozone concentrations in the Iberian Peninsula by quantile regression and clustering. ATMOSPHERIC ENVIRONMENT. 56:184-193. 2012
- Supervised classification for functional data: a weighted distance approach. COMPUTATIONAL STATISTICS & DATA ANALYSIS. 56:2334-2346. 2012
- Extreme value and cluster analysis of European daily temperature series. JOURNAL OF APPLIED STATISTICS. 38:2793-2804. 2011
- Summarising changes in air temperature over Central Europe by quantile regression and clustering. NATURAL HAZARDS AND EARTH SYSTEM SCIENCES. 11:3227-3233. 2011
- Non-Linear Time Series Clustering based on Non-Parametric Forecast Densities. COMPUTATIONAL STATISTICS & DATA ANALYSIS. 54:2850-2865. 2010
- Clustering Time Series of Sea Levels: Extreme Value Approach. JOURNAL OF WATERWAY PORT COASTAL AND OCEAN ENGINEERING. 136:215-225. 2010
- Model-Based Clustering of Baltic Sea-Level. APPLIED OCEAN RESEARCH. 31:4-11. 2009
- A Time Series Bootstrap Procedure for Interpolation Intervals. COMPUTATIONAL STATISTICS & DATA ANALYSIS. 52:1792-1805. 2008
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book chapters
- Model-Based Clustering of Extreme Sea Level Heights. In: Sea Level Rise, Coastal Engineering, Shorelines and Tides. NOVA SCIENCE PUBLISHERS INC. 277-294. 2011
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books
- Predicción de tablas de mortalidad dinámicas mediante un procedimiento bootstrap. MAJADAHONDA: Fundacion MAPFRE. 2008
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conference contributions
- Modelling multiple seasonalities of NO2 hourly pollution levels. 57. 2022
- Predicción y clasificación basada en distancias parcialmente observadas: aplicaciones al mercado eléctrico 2020
- Clustering time series by dependence measures 2017
- A procedure for clustering time series 2016
- Improving the graphical lasso estimation for the precision matrix though roots of the sample covariance matrix 2014
- Comparing generalized pareto models fitted to extreme observation: an application to the largest temperatures in Spain 2013
- A Single Index Model Procedure for Interpolation Intervals in Time Series 2012
- Model Averaging in Dynamic Factor Models: An Application to Electricity Prices Forecasting 2012
- Robust Functional Classification for Time Series 2012
- Robust Functional Classification for Time Series 2011
- Robust Functional Classification for Time Series 2011
- Time Series Classification 2011
- Clasificación de series temporales mediante análisis de datos funcionales: una aplicación en Geología. 72-72. 2010
- A Functional Data Approach for Discrimination of Times Series 2008
- Nonlinear Time Series Clustering Based On Nonparametric Forecast Densities 2008
- Seasonal Dynamic Factor Analysis and Bootstrap Inference: Application to Electricity Market Forecasting 2008
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working papers
- Clustering and forecasting of day-ahead electricity supply curves using a market-based distance 2024
- BIAS correction for dynamic factor models 2017
- Electricity prices forecasting by averaging dynamic factor models 2017
- Monitoring variance by EWMA charts with time varying smoothing parameter 2016
- D-trace Precision Matrix Estimation Using Adaptive Lasso Penalties 2015
- Improving the graphical lasso estimation for the precision matrix through roots ot the sample convariance matrix 2014
- Discriminant analysis of multivariate time series using wavelets 2012
- Classification of Functional Data: A Weighted Distance Approach 2009
- A Methodology for Population Projections: An Application to Spain 2008
- Seasonal Dynamic Factor Analysis and Bootstrap Inference: Application to Electricity Market Forecasting 2008
- A Functional Data Based Method for Time Series Classification 2008